SLV option chain iShares Silver Trust
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±5.3% (55.91–62.23) · ATM IV 37.0% · P/C open interest 0.97
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 12.00 | 12.20 | 74 | 10 | 50.1% | 0.99 | 0.0046 | -0.005 | 47 | 0.0100 | 0.0400 | 16 | 5 | 57.1% | -0.01 | 0.0046 | -0.006 |
| 11.00 | 11.20 | 78 | 4 | 45.1% | 0.99 | 0.0062 | -0.006 | 48 | 0.0100 | 0.0500 | 16 | 5 | 53.8% | -0.01 | 0.0062 | -0.008 |
| 10.05 | 10.25 | 54.1% | 0.98 | 0.0083 | -0.008 | 49 | 0.0200 | 0.0600 | 16 | 1 | 51.3% | -0.02 | 0.0083 | -0.009 | ||
| 9.05 | 9.25 | 5 | 2 | 48.9% | 0.97 | 0.0114 | -0.011 | 50 | 0.0300 | 0.0800 | 1 | 19 | 49.0% | -0.03 | 0.0114 | -0.012 |
| 8.05 | 8.25 | 43.8% | 0.97 | 0.0156 | -0.014 | 51 | 0.0600 | 0.0800 | 44 | 41 | 46.0% | -0.03 | 0.0156 | -0.015 | ||
| 7.10 | 7.30 | 74 | 10 | 44.1% | 0.95 | 0.0215 | -0.018 | 52 | 0.0800 | 0.1100 | 4 | 35 | 43.5% | -0.05 | 0.0216 | -0.019 |
| 6.15 | 6.30 | 78 | 13 | 40.6% | 0.93 | 0.0298 | -0.023 | 53 | 0.1200 | 0.1700 | 33 | 81 | 42.0% | -0.07 | 0.0298 | -0.024 |
| 5.20 | 5.40 | 10 | 2 | 39.5% | 0.90 | 0.0409 | -0.030 | 54 | 0.1900 | 0.2300 | 28 | 98 | 40.1% | -0.10 | 0.0410 | -0.030 |
| 4.30 | 4.50 | 29 | 37.9% | 0.86 | 0.0549 | -0.038 | 55 | 0.2900 | 0.3300 | 41 | 86 | 38.4% | -0.14 | 0.0550 | -0.039 | |
| 3.50 | 3.65 | 2 | 15 | 37.4% | 0.79 | 0.0703 | -0.048 | 56 | 0.4600 | 0.5000 | 122 | 90 | 37.7% | -0.21 | 0.0705 | -0.048 |
| 2.76 | 2.88 | 54 | 27 | 36.8% | 0.72 | 0.0850 | -0.056 | 57 | 0.7000 | 0.7500 | 41 | 129 | 37.1% | -0.28 | 0.0852 | -0.057 |
| 2.11 | 2.22 | 130 | 30 | 36.6% | 0.62 | 0.0957 | -0.063 | 58 | 1.04 | 1.10 | 34 | 24 | 36.9% | -0.38 | 0.0961 | -0.064 |
| 1.57 | 1.68 | 66 | 63 | 36.8% | 0.52 | 0.1003 | -0.067 | 59 | 1.49 | 1.58 | 73 | 45 | 37.1% | -0.48 | 0.1009 | -0.067 |
| 1.14 | 1.23 | 27 | 39 | 37.0% | 0.43 | 0.0981 | -0.066 | 60 | 2.05 | 2.15 | 14 | 21 | 37.4% | -0.58 | 0.0988 | -0.066 |
| 0.8200 | 0.9000 | 36 | 22 | 37.6% | 0.34 | 0.0901 | -0.062 | 61 | 2.70 | 2.83 | 47 | 59 | 37.9% | -0.67 | 0.0909 | -0.062 |
| 0.5700 | 0.6500 | 322 | 81 | 38.2% | 0.26 | 0.0785 | -0.056 | 62 | 3.45 | 3.60 | 5 | 16 | 38.7% | -0.74 | 0.0793 | -0.056 |
| 0.4200 | 0.4700 | 67 | 149 | 39.5% | 0.20 | 0.0656 | -0.048 | 63 | 4.25 | 4.45 | 4 | 39.6% | -0.81 | 0.0664 | -0.048 | |
| 0.3000 | 0.3400 | 109 | 91 | 40.5% | 0.15 | 0.0533 | -0.041 | 64 | 5.15 | 5.30 | 72 | 40.6% | -0.86 | 0.0542 | -0.041 | |
| 0.2300 | 0.2500 | 136 | 159 | 42.0% | 0.11 | 0.0427 | -0.035 | 65 | 6.05 | 6.25 | 1 | 42.3% | -0.89 | 0.0438 | -0.035 | |
| 0.1700 | 0.1900 | 31 | 65 | 43.5% | 0.09 | 0.0341 | -0.030 | 66 | 7.00 | 7.20 | 1 | 44.3% | -0.92 | 0.0355 | -0.030 | |
| 0.1300 | 0.1500 | 19 | 4 | 45.1% | 0.07 | 0.0274 | -0.026 | 67 | 7.95 | 8.15 | 1 | 45.3% | -0.94 | 0.0289 | -0.026 | |
| 0.1000 | 0.1300 | 21 | 9 | 47.2% | 0.06 | 0.0222 | -0.022 | 68 | 8.90 | 9.10 | 44.6% | -0.95 | 0.0237 | -0.024 | ||
| 0.0700 | 0.1200 | 1 | 3 | 49.2% | 0.05 | 0.0182 | -0.020 | 69 | 9.90 | 10.10 | 48.2% | -0.96 | 0.0201 | -0.021 | ||
| 0.0600 | 0.1100 | 16 | 51.8% | 0.04 | 0.0152 | -0.018 | 70 | 10.90 | 11.10 | 51.8% | -0.97 | 0.0169 | -0.019 | |||
| 0.0400 | 0.1000 | 19 | 53.4% | 0.03 | 0.0128 | -0.016 | 71 | 11.90 | 12.10 | 55.3% | -0.97 | 0.0145 | -0.017 | |||
| 0.0300 | 0.0900 | 55.3% | 0.03 | 0.0109 | -0.015 | 72 | 12.90 | 13.10 | 58.8% | -0.98 | 0.0127 | -0.016 | ||||
| 0.0200 | 0.0800 | 56.9% | 0.02 | 0.0094 | -0.014 | 73 | 13.85 | 14.10 | 57.5% | -0.98 | 0.0110 | -0.014 | ||||
| 0.0200 | 0.0700 | 59.0% | 0.02 | 0.0081 | -0.013 | 74 | 14.85 | 15.05 | -0.99 | 0.0095 | -0.012 | |||||
| 0.0100 | 0.0700 | 1 | 60.9% | 0.02 | 0.0071 | -0.012 | 75 | 15.85 | 16.05 | -0.99 | 0.0081 | -0.011 | ||||
| 0.0100 | 0.0600 | 1 | 62.6% | 0.02 | 0.0062 | -0.011 | 76 | 16.85 | 17.10 | 66.6% | -0.99 | 0.0069 | -0.011 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 14, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.